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Kenneth French

dc.date.accessioned2021-09-24T11:52:24Z
dc.date.available2021-09-24T11:52:24Z
dc.identifier.urihttps://fif.hebis.de/xmlui/handle/123456789/1444
dc.description.abstractThe Fama-French Portfolios are constructed from the intersections of two portfolios formed on size, as measured by market equity (ME), and three portfolios using the ratio of book equity to market equity (BE/ME) as a proxy for value. Returns from these portfolios are used to construct the Fama-French Factors.
dc.rightsAttribution-ShareAlike 4.0 International
dc.rights.urihttp://creativecommons.org/licenses/by-sa/4.0/
dc.subjectFinancial Markets
dc.subjectHousehold Finance
dc.subjectFinancial Institutions
dc.subjectLaw and Finance
dc.titleKenneth French
dc.typeResearch Data
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2184?International Endogenous Growth, Macro Anomalies, and Asset Prices
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2249?On the Applicability of Maximum Likelihood Methods: From Experimental to Financial Data
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2267?Estimation and Model-Based Combination of Causality Networks
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2279?Temperature Shocks and Welfare Costs
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2285?The Missing Piece of the Puzzle: Liquidity Premiums in Inflation-Indexed Markets
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2395?Predictability and the Cross-Section of Expected Returns: A Challenge for Asset Pricing Models
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2423?Momentum-managed equity factors
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2432?The Value of Firm Networks: A Natural Experiment on Board Connections
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2434?The salience of ESG ratings for stock pricing: Evidence from (potentially) confused investors
dc.source.filenameKenneth_French.csv
dc.subject.keywordsinnovation
dc.subject.keywordstechnology spillover
dc.subject.keywordsendogenous growth
dc.subject.keywordslong-run risk
dc.subject.keywordsinternational finance
dc.subject.keywordsutility functions
dc.subject.keywordsmodel selection
dc.subject.keywordsparameter elicitation
dc.subject.keywordsgranger causality
dc.subject.keywordsquantile causality
dc.subject.keywordsmulti-layer network
dc.subject.keywordsnetwork combination
dc.subject.keywordstemperature shocks
dc.subject.keywordslong-run growth
dc.subject.keywordsasset prices
dc.subject.keywordswelfare costs
dc.subject.keywordsadaptation
dc.subject.keywordsliquidity premium
dc.subject.keywordsliquidity risk
dc.subject.keywordstips
dc.subject.keywordsinflation swaps
dc.subject.keywordstips-treasury puzzle
dc.subject.keywordsasset pricing
dc.subject.keywordscross-section of stock returns
dc.subject.keywordspredictability
dc.subject.keywordsfactor timing
dc.subject.keywordstime series momentum
dc.subject.keywordsanomalies
dc.subject.keywordsfirm networks
dc.subject.keywordsnatural experiment
dc.subject.keywordsexecutives' compensation
dc.subject.keywordsinterlocking directorates
dc.subject.keywordscorporate social responsibility
dc.subject.keywordsesg rating agencies
dc.subject.keywordssustainable investments
dc.subject.keywordssocially responsible investing
dc.subject.keywordsesg
dc.subject.keywordsportfolio choice
dc.subject.jelE22
dc.subject.jelF31
dc.subject.jelG12
dc.subject.jelO30
dc.subject.jelO41
dc.subject.jelC15
dc.subject.jelC35
dc.subject.jelC49
dc.subject.jelC51
dc.subject.jelC52
dc.subject.jelC58
dc.subject.jelC31
dc.subject.jelC32
dc.subject.jelG01
dc.subject.jelE30
dc.subject.jelQ0
dc.subject.jelH63
dc.subject.jelE44
dc.subject.jelD81
dc.subject.jelG17
dc.subject.jelD57
dc.subject.jelG14
dc.subject.jelG32
dc.subject.jelL14
dc.subject.jelG11
dc.subject.jelG23
dc.subject.jelG59
dc.subject.jelM14
dc.subject.jelQ5
dc.subject.topic1singleFactor
dc.subject.topic1usual
dc.subject.topic1factor
dc.subject.topic2tfp
dc.subject.topic2croce
dc.subject.topic2table
dc.subject.topic3issue
dc.subject.topic3prospect
dc.subject.topic3denote
dc.subject.topic1nameSaving and Borrowing
dc.subject.topic2nameMacro Finance
dc.subject.topic3nameInvestor Behaviour
dc.identifier.urlhttp://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html


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